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Quantitative Researcher for Systematic Strategies (London)

Quanta Search
London
4 weeks ago
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Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Responsibilities:

  • Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days.
  • Help improve existing strategies and portfolio optimization.
  • Analyze tick-level data for execution enhancements.
  • Be a core contributor to growing the investment process and research infrastructure of the team.

Requirements:

  • Strong quantitative education. Masters or PhD preferred.
  • 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures markets.
  • Experience developing short term alpha signals (intraday or a few days)
  • Commodities specific knowledge is a plus.
  • Experience managing and running risk.
  • Collaborative mindset with strong independent research abilities.
  • Previous experience with Java and Linux is a plus.
  • Commitment to the highest ethical standards.


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